forwardTradeEventArgs Class   Table of ContentAggressorSide Property forward
TradeEventArgs Properties

The TradeEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyAggressorSide
Used to identify which side of a trade the aggressor was on.
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyExtraFlags
Extra flags.
Public propertyFeedId
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyIsAdjustedTrade
Indicate if the trade is an adjusted trade.
Public propertyIsBundled
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyIsImpliedSpreadAtMarketOpen
Indicate if the trade happens at market open due to spread implied. When flag is true, such deal should not be included in market stats.
Public propertyIsSystemPricedLeg
Indicate if it is a system priced leg.
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyMarketId
MarketID of the instrument that was traded.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyOffMarketTradeType
Only for off market trade. The first character is `' '` when it is a regular trade. One or two null characters (`'\\0'`) will be appended to the end of this field when applicable. See Appendix B for the codes and descriptions.
Public propertyPrice
Price of the trade. `DealPriceDenominator` for the market should be applied to get the real price.
Public propertyQuantity
Trade quantity.
Public propertyReceivingTime
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertyRequestTradingEngineReceivedTimestamp
This field can be used to get the time the trading engine received the request that triggers this message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later. Note: This field could be set to different values or `0` for some scenarios. Please refer to the FAQs for more details.
Public propertySentTime
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertySequenceNumber
Each message is assigned a sequence number that increases monotonically on the server side. To save bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number for the first message is used in the header, and the client is expected to derive the sequence numbers for subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertySequenceWithinMillis
Can be used in conjunction with `TransactDateTime` field for sequence of deals within same milliseconds time.
Public propertySessionNumber
The session number is used so that a client can easily detect when a new session has started after the daily maintenance window or failure on the server side. It should stay the same for a given multicast channel until a new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::Trade>.)
Public propertySystemPricedLegType
Indicates type of system priced leg.
Public propertyTradeId
Unique identifier of the trade message, unique per market.
Public propertyTransactDateTime
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
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